When you play as story mode after you have beaten OMEGA you can watch a small clip. At the main menu you can watch the clips of all the characters that have beaten story mode.

Beat the game with each character to see each ending

Unlock 'Real Ending' with On/Off Option. Beat the game with everyone. The last character you beat it with will have the staff credits attached to the ending. Once that's done, you can decide if you want the credits on or off the endings in the Game Settings Screen.

Kasumi Hair Trick

When picking Kasumi, press Y for her long hair, A for her pony tail. .

Unlock Ein's third costume

Complete Time Attack in under 6 minutes.

Unlock Zack's third costume

Beat 20 people in Survival Mode

Unlock Kasumi's third costume

In the Sparring Option, Perform all of Kasumi's moves under the "Exercise" Option. Once the game awards you the "Complete!" award, you'll have the costume.